Rating Change Probabilities: An Empirical Analysis of Sovereign Ratings

Language: English

Published by Anchor Academic Publishing, 2015

3954891565 / 9783954891566

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nach der Bestellung gedruckt Neuware - Printed after ordering - This study analyzes the determinants of rating changes and the variables' marginal effects on rating change probabilities. Based on the results, it presents transition matrices by computing transition probabilities. Furthermore, this study analyzes subsamples of the data set, conditional on the business cycle and the economic strength of a country, by using interaction effects. The Author of this study thereby verifies whether or how the transition matrices change by including interaction effects. He applies a latent variable approach, using an ordered probit model, to calculate the effects of different variables on the probabilities of rating changes.

Seller Inventory # 9783954891566

Title
Rating Change Probabilities: An Empirical Analysis of Sovereign Ratings
Author
Alex Bergen
Publisher
Anchor Academic Publishing
Publication year
2015
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3954891565
ISBN 13
9783954891566
Item weight
99 grams
Dimensions
220x155x5 mm

AHA-BUCH GmbH

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